Aliber's common stock is selling at $97 and a 1 month put option on the...

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Accounting

Aliber's common stock is selling at $97 and a 1 month put option on the stock is $4. The exercise price is $100. The risk-free rate is 8% per year. What is the price of a 1 month call with an exercise price of $100. Assume options are European options.

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